+73.8%
IWF vs CPB
-38.5%
+112.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.3% |
| 7D | +1.5% | -8.2% | +9.7% | +1.3% |
| 30D | -1.3% | -5.6% | +4.3% | -1.4% |
| 3M | +0.1% | +3.0% | -2.8% | +0.1% |
| 6M | +10.3% | -12.7% | +23.0% | +10.2% |
| YTD | +4.2% | -18.0% | +22.1% | +4.0% |
| 1Y | +9.3% | -31.7% | +41.0% | +9.3% |
| 3Y | +79.3% | -41.0% | +120.3% | +78.0% |
| 5Y | +73.8% | -38.4% | +112.2% | +76.1% |
| All | +73.8% | -38.5% | +112.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling